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HSBC Call 170 NXPI 20.06.2024/  DE000HG4B4B1  /

Frankfurt Zert./HSBC
2024-06-11  9:35:48 PM Chg.+0.010 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
9.910EUR +0.10% 10.000
Bid Size: 50,000		 10.100
Ask Size: 50,000		 NXP Semiconductors N... 170.00 - 2024-06-20 Call
 

Master data

WKN: HG4B4B
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.57
Leverage: Yes

Calculated values

Fair value: 8.62
Intrinsic value: 8.60
Implied volatility: 3.37
Historic volatility: 0.30
Parity: 8.60
Time value: 1.37
Break-even: 269.70
Moneyness: 1.51
Premium: 0.05
Premium p.a.: 7.28
Spread abs.: 0.10
Spread %: 1.01%
Delta: 0.85
Theta: -1.76
Omega: 2.18
Rho: 0.03
 

Quote data

Open: 9.810
High: 9.950
Low: 9.480
Previous Close: 9.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.77%
1 Month  
+15.77%
3 Months  
+22.65%
YTD  
+70.86%
1 Year  
+167.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.910 9.390
1M High / 1M Low: 10.030 8.750
6M High / 6M Low: 10.030 3.830
High (YTD): 2024-05-27 10.030
Low (YTD): 2024-01-17 3.830
52W High: 2024-05-27 10.030
52W Low: 2023-11-01 2.190
Avg. price 1W:   9.630
Avg. volume 1W:   0.000
Avg. price 1M:   9.453
Avg. volume 1M:   0.000
Avg. price 6M:   6.741
Avg. volume 6M:   0.000
Avg. price 1Y:   5.455
Avg. volume 1Y:   0.000
Volatility 1M:   60.67%
Volatility 6M:   99.47%
Volatility 1Y:   101.98%
Volatility 3Y:   -